An introduction to credit derivatives
In a relatively short time credit derivatives have grown to become one of the largest and most important segment of the financial markets, with deal volumes now in trillions of dollars. They have become an important tool for banks, financial institutions and corporates who desire greater flexibility...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Oxford :
Elsevier Butterworth-Heinemann
2004.
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| Edición: | 1st edition |
| Colección: | Fixed income markets library.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627398706719 |
Tabla de Contenidos:
- Front Cover; An Introduction to Credit Derivatives; Copyright Page; Contents; About the Author; Preface; Acknowledgements; Chapter 1. Credit Risk; Chapter 2. Credit Derivative Instruments: Part I; Chapter 3. Credit Derivative Instruments: Part II; Chapter 4. Credit Derivatives: Basic Applications; Chapter 5. Credit Derivatives Pricing and Valuation; Chapter 6. Credit Default Swap Pricing; Chapter 7. The Asset Swap-Credit Default Swap Basis; Glossary; Index
